RFS News

“The Role of Taxes in the Rise of ETFs” by Rabih Moussawi, Ke Shen, and Raisa Velthuis

“Data-driven Investors” by Maxime Bonelli

“Raising Bond Capital in Segmented Markets” by Kerry Yang Siani

“Fragility of Safe Asset Markets” by Thomas M. Eisenbach and Gregory Phelan

“Why do Traditional and Shadow Banks Coexist?” by Victor Lyonnet and Edouard Chretien

“Option Pricing with Time-Varying Volatility Risk Aversion” by Peter Reinhard Hansen and Chen Tong

The May issue of RFS has published! The Editor’s Choice paper is: “The Impact of the Opioid Crisis on Firm Value and Investment” by Paige Ouimet, Elena Simintzi, and Kailei Ye

“Confident Risk Premiums and Investments using Machine Learning Uncertainties” by Rohit Allena

“Asset Overhang and Technological Change” by Hans Degryse, Tarik Roukny, and Joris Tielens

“Man versus Machine Learning Revisited” by Yingguang Zhang, Yandi Zhu, and Juhani Linnainmaa